A dynamic factor model approach to incorporate Big Data in state space models for official statistics

Caterina Schiavoni, Franz Palm, Stephan Smeekes, Jan van den Brakel

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2021

A dynamic factor model approach to incorporate Big Data in state space models for official statistics
Schiavoni, C., Palm, F., Smeekes, S. & van den Brakel, J., Jan 2021, In: Journal of the Royal Statistical Society Series A-Statistics in Society. 184, 1, p. 324-353 30 p.
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